+187.9%
BR vs IBN
+316.4%
-128.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -6.0% | -5.5% | -0.5% | -4.7% |
| 30D | -0.9% | -3.4% | +2.6% | -0.1% |
| 3M | +16.4% | +8.7% | +7.7% | +14.1% |
| 6M | -8.2% | +3.7% | -11.9% | -9.1% |
| YTD | -23.2% | -2.4% | -20.8% | -23.1% |
| 1Y | -30.9% | -8.1% | -22.8% | -29.9% |
| 3Y | -5.0% | +26.3% | -31.3% | -11.3% |
| 5Y | +8.8% | +54.9% | -46.2% | -3.7% |
| All | +187.9% | +316.4% | -128.5% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling